Neptune Insurance Holdings Inc.(NP)
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- Industry (SIC)
- INSURANCE AGENTS, BROKERS & SERVICE (6411)
- Exchange
- XNYS
- Market Cap
- $4.0B
Neptune Insurance Holdings Inc is a high-growth, profitable, data-driven MGA that offers residential and commercial insurance products, including primary flood insurance, excess flood insurance and parametric earthquake insurance, distributed through a nationwide network of agencies in the United States. The company underwrites and administers the issuance of insurance policies on behalf of a diverse panel of insurance and reinsurance companies and does not take any balance sheet insurance risk or have claims handling responsibility relating to the policies it sells.
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | -12.64% | 1 |
| Feb | -17.80% | 1 |
| Mar | +18.52% | 1 |
| Apr | +2.61% | 1 |
| May | +10.34% | 1 |
| Jun | +8.94% | 1 |
| Jul | — | 0 |
| Aug | — | 0 |
| Sep | — | 0 |
| Oct | +4.34% | 1 |
| Nov | -5.89% | 1 |
| Dec | +25.74% | 1 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- 0.45
- Correlation (SPY)
- 8.6%
- R²
- 0.01
- Ann. Volatility
- 70.6%
- SPY Volatility
- 13.6%
Low volatility - stock moves less than market
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Dockside LLC | $518.03K | 100.00% | 2026-03-31 |
| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2026-05-19 | FTV Management VII, L.P. | 10%+ Owner | Sell (S) | −24,159,400 | $26.40 | -$637.81M | EDGAR |
| 2026-05-19 | Bregal Sagemount IV General Partner Jersey Ltd | 10%+ Owner | Sell (S) | −26,388,770 | $26.40 | -$696.66M | EDGAR |
| 2026-03-13 | Trevor R Burgess | CEO & Chairman of the Board | Buy (P) | +50,000 | $18.71 | $935.3K | EDGAR |
| 2026-02-24 | Michael Warren Vostrizansky | Director | Buy (P) | +23,000 | $21.50 | $494.4K | EDGAR |
| 2025-11-14 | Trevor R Burgess | CEO & Chairman of the Board | Buy (P) | +50,000 | $20.00 | $1.00M | EDGAR |
| 2025-11-14 | Jonathan Winant Carlon | Director | Buy (P) | +5,000 | $20.00 | $100.0K | EDGAR |
| 2025-11-14 | James Steiner | CFO and Secretary | Buy (P) | +119,050 | $20.00 | $2.38M | EDGAR |
| 2025-10-03 | FTV Management VII, L.P. | 10%+ Owner | Sell (S) | −2,712,076 | $18.75 | -$50.85M | EDGAR |
| 2025-10-03 | Cristian A Melej | Director | Mixed | +39,474 | — | EDGAR | |
| 2025-10-03 | James Steiner | CFO and Secretary | Mixed | +535,665 | — | EDGAR | |
| 2025-10-03 | Matthew Paul Duffy | President & Chief Risk Officer | Mixed | +791,853 | — | EDGAR | |
| 2025-10-03 | BSIV Hold 101 GP, LLC | 10%+ Owner | Sell (S) | −4,100,615 | $18.75 | -$76.89M | EDGAR |
| 2025-10-03 | Jonathan Winant Carlon | Director | Mixed | +73,500 | — | EDGAR | |
| 2025-10-03 | Trevor R Burgess | CEO & Chairman of the Board | Mixed | −41,452,036 | — | EDGAR | |
| 2022-05-16 | Paul F DeSantis | EVP, CFO & Treasurer | Tax (F) | −449 | $39.03 | -$17.5K | EDGAR |
| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | BSIV Hold 101 GP, LLC | 10%+ Owner | 19,530,472 | $582.01M | -$76.89M | 1 | 2025-10-03 |
| 2 | FTV Management VII, L.P. | 10%+ Owner | 17,098,587 | $509.54M | -$688.66M | 2 | 2026-05-19 |
| 3 | Bregal Sagemount IV General Partner Jersey Ltd | 10%+ Owner | 14,941,121 | $445.25M | -$696.66M | 1 | 2026-05-19 |
| 4 | Jonathan Winant Carlon | Director | 5,252,500 | $156.52M | $100.0K | 2 | 2025-11-14 |
| 5 | James Steiner | CFO and Secretary | 4,384,715 | $130.66M | $2.38M | 2 | 2025-11-14 |
| 6 | Trevor R Burgess | CEO & Chairman of the Board | 2,082,964 | $62.07M | $1.94M | 3 | 2026-03-13 |
| 7 | Matthew Paul Duffy | President & Chief Risk Officer | 1,951,853 | $58.17M | $0 | 1 | 2025-10-03 |
| 8 | John P O'Donnell | President and CEO | 48,715 | $1.45M | -$23.20M | 64 | 2020-02-06 |
| 9 | Julie Schertell | President and CEO | 36,283 | $1.08M | -$2.52M | 38 | 2022-02-11 |
| 10 | Stephen Michael Wood | Director | 25,130 | $748.9K | -$1.36M | 26 | 2020-05-22 |
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.